What kind of 'cutting out'? Lockup? BSOD? Reboot?
Overheating is a possibility - check CPU and Northbridge coolers are fully seated. VGA cooler if mid/high end vga card.
PSU. Easiest test is replacement.
Remember to wear anti static straps at all times with side off!
TheBoy beat me to it.
Just had a similar problem. Machine was fine but kept locking. Then on occasions it just rebooted.
My problem was self inflicked, all the fins in the fan had clogged up about 2/3 months ago, being lazy I took the H/S/F and removed the fan and cleaned, then with a dry 1" paint brush I cleaned the heatsink fins.
Dab of heatsink paste and carefully refitted the H/S/F using the plastic push/twist pins and being very very carefull not to put pressure on the Motherboard.
Original temp with New build was 28 Deg unloaded and 34 Deg after gaming.
Seems one of the clips had come undones and temp rose to 55/60 with the settings to cut out at 65 Deg.
Major issue Saturday Night computer hung 3 times on the trot but didnt reboot, setting didnt kick in and CPU running at ** Deg

:-/

Stripped and New fan fitted, cleaned off old Heat paste, all checked, running under load, Gaming etc 34 Deg and all is well
Double check the fins on your CPU cooler, if they are clogged then hoovering out the case will not sort out the problem.
